Rachev, Svetlozar T

Rachev, Svetlozar T

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Title	Hits	Visitors
Credit portfolio risk and probability of default confidence sets through the business cycle	29	26
Estimation of operational value-at-risk in the presence of minimum collection threshold : an empirical study	27	21
Treatment of incomplete data in the field of operational risk : the effects on parameter estimates, EL and UL figures	33	17
Quantifying risk in the electricity business : a RAROC-based approach	40	38
Spot and derivative pricing in the EEX power market	28	26
Rating based modeling of credit risk : theory and application of migration matrices	158	121

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Rachev, Svetlozar T

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Rachev, Svetlozar T

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